Mikhail Anufriev

University of Technology Sydney (UTS)

P. O. Box 123

Broadway, NSW 2007

Australia

SCHOLARLY PAPERS

7

DOWNLOADS

528

SSRN CITATIONS

6

CROSSREF CITATIONS

11

Scholarly Papers (7)

1.

Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations

Macroeconomic Dynamics, Forthcoming
Number of pages: 46 Posted: 07 May 2009 Last Revised: 03 Apr 2012
University of Technology Sydney (UTS), Catholic University of Milan, University of Amsterdam - Amsterdam School of Economics (ASE) and Catholic University of Milan
Downloads 118 (244,784)
Citation 7

Abstract:

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Heterogeneous Expectations, Monetary Policy, Cumulative Process, Taylor Rule

2.

Fee Structure, Return Chasing and Mutual Fund Choice: An Experiment

Number of pages: 33 Posted: 22 Mar 2012 Last Revised: 25 Apr 2015
Mikhail Anufriev, Te Bao, Angela Sutan and Jan Tuinstra
University of Technology Sydney (UTS), Nanyang Technological University (NTU) - Division of Economics, Burgundy School of Business - CEREN, ESC Dijon and University of Amsterdam - Department of Quantitative Economics (KE)
Downloads 115 (249,393)
Citation 3

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Reinforcement learning, front end load fee, operation expense, mutual fund selection

3.

Connecting the Dots: Econometric Methods for Uncovering Networks with an Application to the Australian Financial Institutions

Journal of Banking and Finance, 61, S214-S255, 2015, CIFR Paper No. 54/2015
Number of pages: 37 Posted: 06 Feb 2015 Last Revised: 06 May 2016
Mikhail Anufriev and Valentyn Panchenko
University of Technology Sydney (UTS) and UNSW Business School, Economics, University of New South Wales
Downloads 98 (278,572)
Citation 3

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4.

A Model of Network Formation for the Overnight Interbank Market

CIFR Paper No. 103/2016
Number of pages: 35 Posted: 17 Apr 2016 Last Revised: 28 Apr 2016
Mikhail Anufriev, Andrea Deghi, Valentyn Panchenko and Paolo Pin
University of Technology Sydney (UTS), Department of Political Economy and Statistics, Universita di Siena, UNSW Business School, Economics, University of New South Wales and Bocconi University - Department of Decision Sciences
Downloads 89 (296,204)
Citation 2

Abstract:

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Interbank, Endogenous, Network

5.

Simple Forecasting Heuristics that Make Us Smart: Evidence from Different Market Experiments

Number of pages: 50 Posted: 24 Jul 2015
Mikhail Anufriev, Cars H. Hommes and Tomasz Makarewicz
University of Technology Sydney (UTS), University of Amsterdam - Amsterdam School of Economics (ASE) and University of Bamberg
Downloads 54 (388,838)
Citation 8

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Expectation Formation, Learning to Forecast Experiment, Genetic Algorithm Model of Individual Learning

6.

Fund Choice Behavior and Estimation of Switching Models: An Experiment

Number of pages: 36 Posted: 07 Mar 2013
Mikhail Anufriev, Te Bao and Jan Tuinstra
University of Technology Sydney (UTS), Nanyang Technological University (NTU) - Division of Economics and University of Amsterdam - Department of Quantitative Economics (KE)
Downloads 37 (452,394)
Citation 1

Abstract:

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switching, discrete choice model, mutual fund, experimental economics, intensity of choice

7.

Planar Beauty Contests

UNSW Business School Research Paper Forthcoming
Number of pages: 88 Posted: 20 Jun 2019
Mikhail Anufriev, John Duffy and Valentyn Panchenko
University of Technology Sydney (UTS), University of California, Irvine and UNSW Business School, Economics, University of New South Wales
Downloads 17 (559,199)

Abstract:

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Beauty Contest, Learning, Stability, Simultaneous Equation Systems, Level-k theory, Cognitive hierarchy model, Experimental Economics